Stability of quasi-stationary measures in high-dimensional products of mixing Markov chains

Source abstract

We study high-dimensional conditioned dynamics obtained from an arbitrary number of independent copies of a mixing Markov chain. The dynamics is conditioned to avoid a family of holes whose stationary measure vanishes as the dimension grows, and we ask whether the resulting process admits a quasi-stationary measure close to the stationary product measure. Our problem is motivated by conditioning on holes with complicated geometry in high dimension, such as sets arising naturally from large deviations of suitable observables. Our main tool is the ANOVA decomposition, which separates functions according to their dependence on different subsets of coordinates. This allows us to exploit the product structure of the dynamics and obtain contraction estimates that are uniform in the dimension. Combined with a Keller Liverani perturbation argument, these estimates yield the existence of quasi-stationary densities converging to the stationary density as the size of the hole vanishes. Under stronger one-step mixing and regularization assumptions, we obtain sharper convergence in a Sobolev norm, with a square-root dependence on the measure of the hole. The improvement relies on the increasingly strong contraction of higher-order ANOVA components, thereby overcoming the usual loss of control with dimension. Finally, we apply our results to additive-noise Markov chains on the circle with smooth, uniformly positive transition densities